No sound in headphones

The only way to adjust the sound without any adjuster within the headphones itself is to change the sound mix by going into the settings itself within the Xbox One dashboard.

Configure sound and chat mixer settings

Sound mixer allows you to adjust the blend of sound between visible apps. Chat mixer lets you adjust the blend of sound between your game and your chat communications.

1. Go to the Home screen.
2. Press the Menu button on the controller.
3. Select Settings.
   
   Note You can say “Xbox, go to settings” from any screen, but you’ll need a controller to navigate once you’re on the
   Settings screen.
4. Select Display & sound.
5. Select the type of audio mix you’d like to adjust.

http://support.xbox.com/en-US/xbox-one/system/configure-audio-settings

I thank you but I have already followed those aids and made me understand that my adapter, attached to the xbox360 controller, works great. the problem is that when I start a game, any game, I don't hear any sound.

hello and thanks for your reply. but I use the hdmi cable only to watch video games from my xbox360 console to my computer monitor. my problem is that if I record my voice, I can listen to it again, so the adapter that is connected to the controller, works
very well, but if I start the game, nothing is heard.

Hey click the home button and go to the settings that the audio output is what you want. Speaker output, headphone output or output both

try re syncing the controller to the xbox i have this issue a lot and all u do is re sync the controller